Hello Shane,
The right translation for "No mercy" seems to be "Sin piedad".
Actually, when I read "Without mercy" I see "despiadado" (adj.) or "despiadadamente" (adv.).
Following your example, (to people are about to smash up their lounge-room and one of them says before they go in, "No mercy")
"No mercy" must be translated as
"Sin piedad". Once they have left, they will say
"We did it withou mercy" and I think the right translation for that is
"Lo hicimos despiadadamente"
I hope it helps to clarify! 